+5,592.4%
UNP vs SPG
+5,968.7%
-376.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.0% |
| 30D | +7.3% | +16.6% | -9.3% | +1.9% |
| 3M | +3.6% | +8.1% | -4.4% | +1.0% |
| 6M | +15.8% | +19.3% | -3.5% | +9.1% |
| YTD | +32.6% | +31.1% | +1.5% | +20.8% |
| 1Y | +37.2% | +32.8% | +4.5% | +24.5% |
| 3Y | +52.6% | +135.8% | -83.2% | +13.5% |
| 5Y | +40.6% | +85.1% | -44.5% | +11.3% |
| 10Y | +288.4% | +115.9% | +172.5% | +159.4% |
| All | +5,592.4% | +5,968.7% | -376.3% | +1,405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling